Strategy Tester Report
Force Trader v1.0
Alpari-ECN1 (Build 1090)

СимволAUDNZD (Australian Dollar vs New Zealand Dollar)
ПериодДень (D1) 2017.01.02 00:00 - 2017.11.13 23:59 (2017.01.01 - 2018.01.01)
МодельПо ценам открытия (только для советников с явным контролем открытия баров)
ПараметрыSettings01="====Служебные настройки===="; ExpertName="FT v1.0"; Magic=407; RealTrade=false; FiltersString18="+++Сигнал входа+++"; MomTrendPer=12; TrendMAPer=160; RSILev=15; WPRLev=10; UseForce=false; UseMom=true; UseRSI=false; UseWPR=false; UseDem=true; Settings43="====Настройки ММ===="; FixLot=0.1; Risk=2; MoneyForMinLot=200; MaxDD=20; RiskDD=2; Settings39="====Настройки SL и TP===="; SL=60; SLCoef=2; TPProc=100; SettingsRule="====Выход по классике===="; UseClassExit=true; ExitHist=30; ExitProfitMinutesClass=8; SettingsADX="====Выход по ADX===="; UseADXExit=false; EADXPer=14; EADXLevel=30; ExitProfitMinutesADX=16; SettingsBB="====Выход по BB===="; UseBBExit=false; EBBPer=44; EBBDev=3; ExitProfitMinutesBB=18; SettingsDEM="====Выход по DEM===="; UseDEMExit=true; EDEMPer=22; EDEMLevel=0.4; ExitProfitMinutesDEM=2; SettingsWPR="====Выход по WPR===="; UseWPRExit=true; EWPRPer=20; EWPRLevel=8; ExitProfitMinutesWPR=4; SettingsSTO="====Выход по Stochastic===="; UseSTOExit=true; ESTOKPer=8; ESTODPer=30; ESTOSPer=4; ESTOLevel=10; ExitProfitMinutesSTO=10; SettingsRVI="====Выход по RVI===="; UseRVIExit=false; ERVIPer=6; ExitProfitMinutesRVI=18; Settings46="====Трал===="; UseMATral=true; UseMATralOnStart=true; iShift=4; iIndent=12; iMAPeriod=20; Settings51="====БУ===="; UseBE=true; BEPerc=30; BEPlusPips=2; FiltersString29="-Фильтр корреляции"; BalancePairFilter=false; OnlyCurrPair=false; FiltersString28="-МаксРиск фильтр"; UseMaxRiskFilter=false; MaxRisk=15; Settings53="====Прочие торговые настройки===="; UseComments=true;
Баров в истории1227Смоделировано тиков1453Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (19)
Чистая прибыль72.36Общая прибыль485.11Общий убыток-412.75
Прибыльность1.18Матожидание выигрыша2.26
Абсолютная просадка173.26Максимальная просадка282.70 (2.80%)Относительная просадка2.80% (282.70)
Всего сделок32Короткие позиции (% выигравших)12 (50.00%)Длинные позиции (% выигравших)20 (60.00%)
Прибыльные сделки (% от всех)18 (56.25%)Убыточные сделки (% от всех)14 (43.75%)
Самая большаяприбыльная сделка115.82убыточная сделка-46.27
Средняяприбыльная сделка26.95убыточная сделка-29.48
Максимальное количествонепрерывных выигрышей (прибыль)6 (164.47)непрерывных проигрышей (убыток)4 (-178.45)
Макс.непрерывная прибыль (число выигрышей)175.37 (4)непрерывный убыток (число проигрышей)-178.45 (4)
Среднийнепрерывный выигрыш5непрерывный проигрыш3
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.01.05 00:00sell10.051.044590.000000.00000
22017.01.05 00:00modify10.051.044591.056351.03283
32017.01.05 00:00sell20.051.044590.000000.00000
42017.01.05 00:00modify20.051.044591.056350.00000
52017.01.12 00:00s/l10.051.056351.056351.03283-40.519959.49
62017.01.12 00:00s/l20.051.056351.056350.00000-40.519918.98
72017.01.30 00:00sell30.051.038780.000000.00000
82017.01.30 00:00modify30.051.038781.051101.02646
92017.01.30 00:00sell40.051.038780.000000.00000
102017.01.30 00:00modify40.051.038781.051100.00000
112017.02.02 00:00close40.051.041871.051100.00000-10.599908.39
122017.02.02 00:00close30.051.041871.051101.02646-10.599897.81
132017.02.06 00:00sell50.051.050470.000000.00000
142017.02.06 00:00modify50.051.050471.062681.03826
152017.02.06 00:00sell60.051.050470.000000.00000
162017.02.06 00:00modify60.051.050471.062680.00000
172017.02.07 00:00modify60.051.050471.050270.00000
182017.02.07 00:00modify50.051.050471.050271.03826
192017.02.08 00:00t/p50.051.038261.050271.0382642.249940.04
202017.02.08 00:00modify60.051.050471.046210.00000
212017.02.09 00:00s/l60.051.046211.046210.0000014.819954.86
222017.02.17 00:00buy70.051.066360.000000.00000
232017.02.17 00:00modify70.051.066361.052641.08008
242017.02.17 00:00buy80.051.066360.000000.00000
252017.02.17 00:00modify80.051.066361.052640.00000
262017.02.22 00:00modify80.051.066361.066560.00000
272017.02.22 00:00modify70.051.066361.066561.08008
282017.02.24 00:00s/l70.051.066561.066561.080080.329955.18
292017.02.24 00:00s/l80.051.066561.066560.000000.329955.50
302017.02.24 00:00buy90.051.067090.000000.00000
312017.02.24 00:00modify90.051.067091.054321.07986
322017.02.24 00:00buy100.051.067090.000000.00000
332017.02.24 00:00modify100.051.067091.054320.00000
342017.03.02 00:00modify100.051.067091.067290.00000
352017.03.02 00:00modify90.051.067091.067291.07986
362017.03.07 00:00t/p90.051.079861.067291.0798643.649999.14
372017.03.10 00:00modify100.051.067091.069050.00000
382017.03.13 00:00modify100.051.067091.071310.00000
392017.03.14 00:00modify100.051.067091.073120.00000
402017.03.15 00:00modify100.051.067091.074680.00000
412017.03.16 00:00modify100.051.067091.076290.00000
422017.03.17 00:00modify100.051.067091.078190.00000
432017.03.20 00:00modify100.051.067091.079820.00000
442017.03.21 00:00modify100.051.067091.082000.00000
452017.03.22 00:00modify100.051.067091.084070.00000
462017.03.23 00:00modify100.051.067091.085790.00000
472017.03.24 00:00s/l100.051.085791.085790.0000063.1310062.28
482017.05.03 00:00buy110.051.085980.000000.00000
492017.05.03 00:00modify110.051.085981.072991.09897
502017.05.03 00:00buy120.051.085980.000000.00000
512017.05.03 00:00modify120.051.085981.072990.00000
522017.05.08 00:00s/l110.051.072991.072991.09897-45.1510017.12
532017.05.08 00:00s/l120.051.072991.072990.00000-45.159971.97
542017.05.08 00:00buy130.051.073000.000000.00000
552017.05.08 00:00modify130.051.073001.059621.08638
562017.05.08 00:00buy140.051.073000.000000.00000
572017.05.08 00:00modify140.051.073001.059620.00000
582017.05.16 00:00modify140.051.073001.074880.00000
592017.05.16 00:00modify130.051.073001.074881.08638
602017.05.17 00:00s/l130.051.074881.074881.086386.019977.98
612017.05.17 00:00s/l140.051.074881.074880.000006.019984.00
622017.06.06 00:00sell150.051.047890.000000.00000
632017.06.06 00:00modify150.051.047891.062501.03328
642017.06.06 00:00sell160.051.047890.000000.00000
652017.06.06 00:00modify160.051.047891.062500.00000
662017.06.14 00:00modify160.051.047891.047690.00000
672017.06.14 00:00modify150.051.047891.047691.03328
682017.06.16 00:00s/l150.051.047691.047691.033280.919984.91
692017.06.16 00:00s/l160.051.047691.047690.000000.919985.82
702017.06.16 00:00sell170.051.050390.000000.00000
712017.06.16 00:00modify170.051.050391.064701.03608
722017.06.16 00:00sell180.051.050390.000000.00000
732017.06.16 00:00modify180.051.050391.064700.00000
742017.06.21 00:00modify180.051.050391.050190.00000
752017.06.21 00:00modify170.051.050391.050191.03608
762017.06.21 00:00modify180.051.050391.049120.00000
772017.06.21 00:00modify170.051.050391.049121.03608
782017.06.22 00:00modify180.051.050391.048930.00000
792017.06.22 00:00modify170.051.050391.048931.03608
802017.06.26 00:00modify180.051.050391.048510.00000
812017.06.26 00:00modify170.051.050391.048511.03608
822017.06.27 00:00modify180.051.050391.048040.00000
832017.06.27 00:00modify170.051.050391.048041.03608
842017.06.28 00:00modify180.051.050391.047090.00000
852017.06.28 00:00modify170.051.050391.047091.03608
862017.06.29 00:00modify180.051.050391.046220.00000
872017.06.29 00:00modify170.051.050391.046221.03608
882017.06.30 00:00s/l170.051.046221.046221.0360814.6710000.50
892017.06.30 00:00s/l180.051.046221.046220.0000014.6710015.17
902017.07.10 00:00sell190.051.043870.000000.00000
912017.07.10 00:00modify190.051.043871.057271.03047
922017.07.10 00:00sell200.051.043870.000000.00000
932017.07.10 00:00modify200.051.043871.057270.00000
942017.07.12 00:00s/l190.051.057271.057271.03047-46.279968.89
952017.07.12 00:00s/l200.051.057271.057270.00000-46.279922.62
962017.07.21 00:00buy210.051.075120.000000.00000
972017.07.21 00:00modify210.051.075121.059801.09044
982017.07.21 00:00buy220.051.075120.000000.00000
992017.07.21 00:00modify220.051.075121.059800.00000
1002017.07.31 00:00close220.051.062811.059800.00000-42.959879.67
1012017.07.31 00:00close210.051.062811.059801.09044-42.959836.72
1022017.08.01 00:00buy230.051.064820.000000.00000
1032017.08.01 00:00modify230.051.064821.047751.08189
1042017.08.01 00:00buy240.051.064820.000000.00000
1052017.08.01 00:00modify240.051.064821.047750.00000
1062017.08.03 00:00modify240.051.064821.065020.00000
1072017.08.03 00:00modify230.051.064821.065021.08189
1082017.08.09 00:00modify240.051.064821.065290.00000
1092017.08.09 00:00modify230.051.064821.065291.08189
1102017.08.10 00:00modify240.051.064821.065790.00000
1112017.08.10 00:00modify230.051.064821.065791.08189
1122017.08.11 00:00t/p230.051.081891.065791.0818958.369895.07
1132017.08.11 00:00modify240.051.064821.066660.00000
1142017.08.14 00:00modify240.051.064821.067860.00000
1152017.08.15 00:00modify240.051.064821.068510.00000
1162017.08.16 00:00modify240.051.064821.069780.00000
1172017.08.17 00:00modify240.051.064821.070540.00000
1182017.08.18 00:00modify240.051.064821.071140.00000
1192017.08.21 00:00modify240.051.064821.072030.00000
1202017.08.22 00:00modify240.051.064821.073160.00000
1212017.08.23 00:00modify240.051.064821.074220.00000
1222017.08.24 00:00modify240.051.064821.075280.00000
1232017.08.25 00:00modify240.051.064821.076290.00000
1242017.08.28 00:00modify240.051.064821.077480.00000
1252017.08.29 00:00modify240.051.064821.079280.00000
1262017.08.30 00:00modify240.051.064821.081120.00000
1272017.08.31 00:00modify240.051.064821.082750.00000
1282017.09.01 00:00modify240.051.064821.084440.00000
1292017.09.04 00:00modify240.051.064821.085810.00000
1302017.09.05 00:00modify240.051.064821.087160.00000
1312017.09.06 00:00modify240.051.064821.089330.00000
1322017.09.07 00:00modify240.051.064821.091880.00000
1332017.09.08 00:00modify240.051.064821.093860.00000
1342017.09.11 00:00modify240.051.064821.095290.00000
1352017.09.12 00:00modify240.051.064821.097180.00000
1362017.09.13 00:00modify240.051.064821.099040.00000
1372017.09.14 00:00s/l240.051.099041.099040.00000115.8210010.89
1382017.09.14 00:00buy250.051.102260.000000.00000
1392017.09.14 00:00modify250.051.102261.088221.11630
1402017.09.14 00:00buy260.051.102260.000000.00000
1412017.09.14 00:00modify260.051.102261.088220.00000
1422017.09.15 00:00modify260.051.102261.102460.00000
1432017.09.15 00:00modify250.051.102261.102461.11630
1442017.09.18 00:00s/l250.051.102461.102461.116300.5910011.49
1452017.09.18 00:00s/l260.051.102461.102460.000000.5910012.08
1462017.10.09 00:00buy270.051.100010.000000.00000
1472017.10.09 00:00modify270.051.100011.084151.11587
1482017.10.09 00:00buy280.051.100010.000000.00000
1492017.10.09 00:00modify280.051.100011.084150.00000
1502017.10.17 00:00close280.051.094211.084150.00000-20.469991.62
1512017.10.17 00:00close270.051.094211.084151.11587-20.469971.16
1522017.10.18 00:00buy290.051.093630.000000.00000
1532017.10.18 00:00modify290.051.093631.079941.10732
1542017.10.18 00:00buy300.051.093630.000000.00000
1552017.10.18 00:00modify300.051.093631.079940.00000
1562017.10.20 00:00t/p290.051.107321.079941.1073247.1010018.26
1572017.10.20 00:00modify300.051.093631.093830.00000
1582017.10.25 00:00modify300.051.093631.096450.00000
1592017.10.26 00:00modify300.051.093631.099050.00000
1602017.10.27 00:00modify300.051.093631.101270.00000
1612017.10.30 00:00modify300.051.093631.103830.00000
1622017.10.31 00:00modify300.051.093631.105550.00000
1632017.11.01 00:00modify300.051.093631.107290.00000
1642017.11.02 00:00modify300.051.093631.108480.00000
1652017.11.03 00:00modify300.051.093631.109830.00000
1662017.11.06 00:00s/l300.051.109831.109830.0000054.9810073.23
1672017.11.06 00:00buy310.051.106430.000000.00000
1682017.11.06 00:00modify310.051.106431.089871.12299
1692017.11.06 00:00buy320.051.106430.000000.00000
1702017.11.06 00:00modify320.051.106431.089870.00000
1712017.11.13 23:59close at stop320.051.106411.089870.00000-0.4410072.80
1722017.11.13 23:59close at stop310.051.106411.089871.12299-0.4410072.36